He walked up to Jenka and told her that Gil had asked him to get a message to Agatha and also that she shouldn't reveal where the message came from? That would probably be simple enough.
Keep in mind that Higgs is trying to keep his identity secret from Lucrezia (and therefore Agatha) but Gil has figured it out. Gil knows that Higgs is loyal to Agatha. An obvious way of passing a message to Agatha would be to ask Higgs to pass it on.
There really isn't much of a mystery about it.
Err, I suppose so, but who cares? Maybe Higgs mentioned Vole over a beer or maybe he didn't. Who knows? Who cares?